Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47955.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46560.85 Kr¶

PnL: ---------------------------------------> -327.72 Kr¶

DD now: ---------------------------------> -1.386 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:49:31.330537'

Anic Portfolio¶

Today¶

Return: 0.089 %¶

This Week¶

Return: 0.089 %¶

Total¶

Return: 56.995 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.440000 622.450000 45.450000 7.880000 576.999999
AcadeMedia 12 0.970000 599.040000 42.040000 7.550000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.310000 393.200000 38.200000 10.760000 355.000000
Boozt 12 0.360000 1692.000000 38.000000 2.300000 1653.999996
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
HMS Networks 2 3.450000 708.400000 35.400000 5.260000 673.000000
Resurs Holding 22 -0.260000 599.500000 25.500000 4.440000 573.999998
OEM International B 7 1.030000 551.600000 23.600000 4.470000 527.999997
Intrum 4 1.870000 546.000000 19.000000 3.610000 527.000000
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
SAAB B 8 -1.300000 3395.200000 18.200000 0.540000 3377.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.940000 545.600000 13.600000 2.560000 532.000000
CTEK 13 1.940000 540.280000 6.280000 1.180000 533.999999
Securitas B 6 1.740000 573.840000 3.840000 0.670000 570.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.970000 566.000000 -8.000000 -1.390000 574.000000
Nordea Bank Abp 29 -0.120000 3444.620000 -9.380000 -0.270000 3453.999992
Essity A 4 -1.390000 1134.000000 -15.000000 -1.310000 1149.000000
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 3.100000 565.000000 -29.570000 -4.970000 594.565215
Vivesto 1368 -2.650000 541.730000 -71.270000 -11.630000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.310000 1444.500000 -219.500000 -13.190000 1663.999992
Fasadgruppen Group 35 0.450000 3501.750000 -309.250000 -8.110000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46560.850000 -327.720000 -1.38616% 46888.564618

Updated:¶

'2023-01-23 13:49:43.875118'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶